Allianzim US EQ Buffer20 Jan GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.29% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 10.00 | |
| 0.0115 | 2.14 | |
| 0.8318 | 119.90 | |
| 0.3133 | 18.39 |
Estimation Period:
Jan 4, 2021 to Feb 13, 2026
Jan 4, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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